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IB
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IB

Last updated Jul 25, 2024

Asset Allocation

BNDW 15%ISTB 15%CNX1.L 15%CSPX.L 15%EIMI.L 15%MVOL.L 15%XT 10%BondBondEquityEquity
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF		Total Bond Market

15%

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		Large Cap Growth Equities

15%

CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Growth Equities

15%

EIMI.L
iShares Core MSCI EM IMI UCITS ETF		Emerging Markets Equities

15%

ISTB
iShares Core 1-5 Year USD Bond ETF		Total Bond Market

15%

MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS		Global Equities

15%

XT
iShares Exponential Technologies ETF		Large Cap Growth Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IB, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

50.00%60.00%70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
56.16%
87.60%
IB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
IB6.38%0.06%6.00%10.75%7.63%N/A
Portfolio components:
BNDW
Vanguard Total World Bond ETF		0.49%0.85%1.75%5.01%-0.18%N/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		12.76%-3.48%8.95%22.06%18.92%20.89%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		14.62%-0.07%11.70%20.20%13.74%12.36%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		6.48%-0.41%9.33%6.78%3.72%2.51%
ISTB
iShares Core 1-5 Year USD Bond ETF		2.22%1.04%2.28%6.05%1.34%1.73%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS		8.35%3.37%6.00%10.50%5.14%7.34%
XT
iShares Exponential Technologies ETF		-3.48%-1.37%-0.37%1.56%8.59%N/A

Monthly Returns

The table below presents the monthly returns of IB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.02%2.00%1.83%-2.42%1.95%3.35%6.38%
20235.59%-2.57%3.78%0.48%0.70%3.58%2.72%-2.00%-3.16%-2.61%7.27%4.43%19.02%
2022-5.27%-1.89%1.36%-6.18%-1.42%-5.13%4.79%-2.51%-6.83%1.77%5.05%-2.59%-18.07%
20210.44%0.17%1.26%2.76%0.69%1.86%0.72%1.84%-3.10%2.55%-0.35%2.41%11.69%
20200.39%-4.94%-6.74%7.30%2.73%3.30%4.48%4.61%-2.04%-1.56%6.99%3.83%18.65%
20195.54%1.84%1.85%2.07%-3.53%4.57%1.06%-1.32%1.12%1.92%1.96%2.59%21.19%
20181.39%-5.33%1.43%-3.72%-6.26%

Expense Ratio

IB has an expense ratio of 0.21%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

XT
iShares Exponential Technologies ETF
Expense ratio chart for XT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
Expense ratio chart for MVOL.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BNDW
Vanguard Total World Bond ETF
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
ISTB
iShares Core 1-5 Year USD Bond ETF
Expense ratio chart for ISTB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IB is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of IB is 3838
IB
The Sharpe Ratio Rank of IB is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of IB is 3939Sortino Ratio Rank
The Omega Ratio Rank of IB is 4040Omega Ratio Rank
The Calmar Ratio Rank of IB is 2626Calmar Ratio Rank
The Martin Ratio Rank of IB is 4848Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IB
Sharpe ratio
The chart of Sharpe ratio for IB, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for IB, currently valued at 2.26, compared to the broader market-2.000.002.004.006.002.26
Omega ratio
The chart of Omega ratio for IB, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for IB, currently valued at 0.90, compared to the broader market0.002.004.006.008.000.90
Martin ratio
The chart of Martin ratio for IB, currently valued at 6.01, compared to the broader market0.0010.0020.0030.0040.006.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNDW
Vanguard Total World Bond ETF		1.001.491.170.343.42
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.472.081.261.728.21
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		1.952.841.361.899.32
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		0.631.041.120.302.39
ISTB
iShares Core 1-5 Year USD Bond ETF		2.113.381.410.9912.77
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS		1.522.231.261.055.86
XT
iShares Exponential Technologies ETF		0.170.351.040.100.56

Sharpe Ratio

The current IB Sharpe ratio is 1.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IB with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.50
1.58
IB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IB granted a 1.17% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
IB1.17%1.05%0.68%0.72%0.64%1.02%0.78%0.41%0.42%0.37%0.16%0.09%
Portfolio components:
BNDW
Vanguard Total World Bond ETF		4.04%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%0.00%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISTB
iShares Core 1-5 Year USD Bond ETF		3.44%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%1.07%0.60%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XT
iShares Exponential Technologies ETF		0.46%0.41%0.78%0.84%0.77%1.55%1.44%0.97%1.37%1.34%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.84%
-4.73%
IB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IB. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IB was 22.77%, occurring on Oct 14, 2022. Recovery took 354 trading sessions.

The current IB drawdown is 2.59%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.77%Dec 31, 2021205Oct 14, 2022354Mar 1, 2024559
-22.67%Feb 20, 202023Mar 23, 202073Jul 6, 202096
-10.24%Oct 2, 201860Dec 24, 201855Mar 13, 2019115
-5.77%Feb 16, 202114Mar 5, 202128Apr 15, 202142
-5.38%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility

Volatility Chart

The current IB volatility is 2.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.24%
3.80%
IB
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BNDWISTBEIMI.LXTMVOL.LCNX1.LCSPX.L
BNDW1.000.760.000.120.110.070.01
ISTB0.761.000.080.170.160.110.05
EIMI.L0.000.081.000.590.580.620.68
XT0.120.170.591.000.480.620.58
MVOL.L0.110.160.580.481.000.630.81
CNX1.L0.070.110.620.620.631.000.87
CSPX.L0.010.050.680.580.810.871.00
The correlation results are calculated based on daily price changes starting from Sep 7, 2018